You have to validate the disclaimer to access this website.

Index Disruption Event on SGBVVRRE, SGBVVR02 and SGIXE10S



On 31 December 2019, a deterioration of the liquidity on the EUR swap rates market impaired the ability of the market participants to effect transactions on the EUR swap rates market.

This constitutes an Index Disruption Event pursuant to the Index Rules of the indices SGBVVRRE, SGBVVR02 and SGIXE10S

Accordingly, no index level has been published for these indices for 31 December 2019.